shizelong1985 Goto Github PK

-applied-econometrics

(Advanced) Applied Econometrics

-deep_learning_in_asset_pricing

-dynamic_spatial_panel

-econometric-textbook-stata-replication

Replication using Stata for well-known textbooks such as "Introductory Econometrics: A Modern Approach"

1

18s191

Course 18.S191 at MIT, fall 2020 - Introduction to computational thinking with Julia:

2-state-toolkit

Code base for "A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration"

2022-az-keynote

Slides for AstraZeneca R Conference

5362-empirical-asset-pricing

Empirical-Asset-Pricing

a-geometric-approach-to-solve-economics-model

A Geometric Approach to Solve Economics Model

a-large-covariance-matrix-estimator-under-intermediate-spikiness-regimes

This repository contains data and code relative to the manuscript "A large covariance matrix estimator under intermediate spikiness regimes" by Matteo Farnè and Angela Montanari (https://arxiv.org/abs/1711.08950).

a-stock-prediction-algorithm-based-on-machine-learning

（陆续更新）重新整理过的基于机器学习的股票价格预测算法，里面包含了基本的回测系统以及各种不同的机器学习算法的股票价格预测，包含：LSTM算法、Prophet算法、AutoARIMA、朴素贝叶斯、SVM、随机森林等

adaptive_penalized_macro_factors

administrative-divisions-of-china

中华人民共和国行政区划：省级（省份）、 地级（城市）、 县级（区县）、 乡级（乡镇街道）、 村级（村委会居委会） ，**省市区镇村二级三级四级五级联动地址数据。

admm

Solving Statistical Optimization Problems Using the ADMM Algorithm

admmsigma

Penalized precision matrix estimation via ADMM

adv_fin_ml_exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

advanced-did

advanced-did-1

Advanced Differnce-in-Differences Mixtape Track

advanced-did-isr

advanced-macroeconomics

MATLAB codes for Impulse Response, Heterogeneous Model from Pf. Yongsung Chang and Pf. Yena Park's Advanced Macroeconomics for Ph.D students in SNU

advances-in-financial-ml-notes

Advances in Financial Machine Learning my Marcos Lopez de Prado

adversarialgmm

Minimax Estimation of Conditional Moment Models

advmacrohet

Course on solving heterogenous agent models

afml

All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.

ailabx

AI量化实验室，专注将前沿人工智能技术(深度学习/强化学习/知识图谱)应用于金融量化投资。

aiyagaricontinuoustime.jl

Solve Aiyagari Model in Continuous Time

alpha-rnn

alpha-RNN

alpha_decay

Anomalies persistence an alpha decay in asset pricing

alphafactory